| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | -7.43% | 79.62% |
| Max Drawdown | -16.39% | -29.51% |
| Sharpe | -0.18 | 0.65 |
| Sortino | -0.25 | 0.96 |
| Payoff Ratio | 1.07 | 1.02 |
| Profit Factor | 0.94 | 1.11 |
| Common Sense Ratio | 0.76 | 1.08 |
| CPC Index | 0.45 | 0.59 |
| Tail Ratio | 0.81 | 0.98 |
| Outlier Win Ratio | 41.84 | 3.04 |
| Outlier Loss Ratio | 3.79 | 2.94 |
| Volatility (ann.) | 7.83% | 24.6% |
| R^2 | 0.1 | 0.1 |
| Calmar | -0.41 | 2.33 |
| Skew | -0.14 | 0.2 |
| Kurtosis | 29.64 | 7.22 |
| Expected Daily % | -0.0% | 0.04% |
| Expected Monthly % | -0.55% | 4.27% |
| Expected Yearly % | -3.78% | 34.02% |
| Kelly Criterion | -6.0% | 4.63% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -2.07% |
| Expected Shortfall (cVaR) | -0.68% | -2.07% |
| Year | 11372783:BTCUSD | 11372783:btcusd:triple_med_gx:lsma90_25 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 0.95 | 0.03 | - |
| 2025 | 30.14 | -8.30 | -0.28 | - |
| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| MTD | 2.1% | 13.36% |
| 3M | -3.6% | 45.08% |
| 6M | -7.56% | 28.47% |
| YTD | -8.3% | 30.14% |
| 1Y | -5.28% | 105.13% |
| 3Y (ann.) | -6.67% | 68.87% |
| 5Y (ann.) | -6.67% | 68.87% |
| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| Max Drawdown | -16.39% | -29.51% |
| Longest DD Days | 185.0 | 144.0 |
| Avg. Drawdown | -4.6% | -4.58% |
| Avg. Drawdown Days | 44.0 | 14.0 |
| Recovery Factor | -0.45 | 2.7 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-03-06 | 2025-07-14 | -16.39 | 130 |
| 2025-01-07 | 2025-03-06 | -9.03 | 58 |
| 2024-07-01 | 2025-01-03 | -9.02 | 185 |
| 2024-06-07 | 2024-07-01 | -3.73 | 23 |
| 2024-07-01 | 2024-07-01 | -1.22 | 0 |
| 2025-01-05 | 2025-01-05 | -0.73 | 0 |
| 2024-06-06 | 2024-06-07 | -0.67 | 0 |
| 2025-01-06 | 2025-01-06 | -0.35 | 0 |
| 2025-01-04 | 2025-01-04 | -0.29 | 0 |
| Metric | 11372783:btcusd:triple_med_gx:lsma90_25 | 11372783:BTCUSD |
|---|---|---|
| Best Day | 4.0% | 9.33% |
| Worst Day | -3.56% | -9.32% |
| Best Week | 4.73% | 18.93% |
| Worst Week | -4.48% | -12.33% |
| Best Month | 3.32% | 37.42% |
| Worst Month | -5.9% | -17.69% |
| Best Year | 0.95% | 38.02% |
| Worst Year | -8.3% | 30.14% |
| Avg. Up Day | 0.74% | 0.75% |
| Avg. Down Day | -0.69% | -0.74% |
| Avg. Up Week | 1.61% | 6.24% |
| Avg. Down Week | -2.3% | -3.14% |
| Avg. Up Month | 1.89% | 16.63% |
| Avg. Down Month | -2.86% | -9.5% |
| Win Days % | 45.13% | 51.93% |
| Win Month % | 50.0% | 64.29% |
| Win Week % | 44.44% | 58.33% |
| Win Quarter % | 50.0% | 66.67% |
| Win Year % | 50.0% | 100.0% |